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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+4.03%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$121B
AUM Growth
+$5.36B
Cap. Flow
+$1.6B
Cap. Flow %
1.32%
Top 10 Hldgs %
15.87%
Holding
4,088
New
164
Increased
2,088
Reduced
1,678
Closed
134

Top Buys

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$121M
2
DOW icon
Dow Inc
DOW
+$103M
3
MSFT icon
Microsoft
MSFT
+$75M
4
ACN icon
Accenture
ACN
+$58.5M
5
AMZN icon
Amazon
AMZN
+$53.4M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$257M
2
DD icon
DuPont de Nemours
DD
+$113M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$74M
4
MMM icon
3M
MMM
+$56.4M
5
OXY icon
Occidental Petroleum
OXY
+$51.4M

Sector Composition

Rank Sector Weight
1 Technology 15.29%
2 Financials 14.37%
3 Miscellaneous 13.77%
4 Healthcare 11.88%
5 Consumer Discretionary 8.84%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AAWW
826
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$18.6M 0.02%
417,327
+30,920
+8% +$1.36M
GAP
827
The Gap Inc
GAP
$8.45B
$18.6M 0.02%
1,036,366
-429,547
-29% -$9.63M
PDCO
828
DELISTED
Patterson Companies, Inc.
PDCO
$18.6M 0.02%
810,762
+72,321
+10% +$1.61M
THS
829
DELISTED
Treehouse Foods
THS
$18.5M 0.02%
342,005
-14,131
-4% -$825K
NTES icon
830
NetEase
NTES
$78.6B
$18.5M 0.02%
361,510
+27,100
+8% +$1.44M
TRIP icon
831
TripAdvisor
TRIP
$1.16B
$18.5M 0.02%
399,145
-107,817
-21% -$5.26M
NOK icon
832
Nokia
NOK
$57.2B
$18.5M 0.02%
3,686,313
-1,025,515
-22% -$5.4M
RIG icon
833
Transocean
RIG
$6.48B
$18.5M 0.02%
2,880,452
-57,959
-2% -$431K
IPGP icon
834
IPG Photonics
IPGP
$3.26B
$18.4M 0.02%
119,231
-2,050
-2% -$310K
NWG icon
835
NatWest
NWG
$73B
$18.4M 0.02%
3,004,699
+59,958
+2% +$393K
GWR
836
DELISTED
Genesee & Wyoming Inc.
GWR
$18.4M 0.02%
183,718
-36,541
-17% -$3.33M
ASH icon
837
Ashland
ASH
$3.41B
$18.4M 0.02%
229,659
-14,880
-6% -$1.15M
IRM icon
838
Iron Mountain
IRM
$35B
$18.3M 0.02%
585,831
-100,988
-15% -$3.31M
SLGN icon
839
Silgan Holdings
SLGN
$4.45B
$18.3M 0.02%
599,087
+3,454
+0.6% +$103K
ORI icon
840
Old Republic International
ORI
$10.2B
$18.2M 0.02%
813,872
-10,999
-1% -$242K
MANH icon
841
Manhattan Associates
MANH
$13B
$18.1M 0.02%
261,705
+19,217
+8% +$1.24M
BFAM icon
842
Bright Horizons
BFAM
$3.64B
$18.1M 0.02%
120,118
+2,239
+2% +$300K
NXST icon
843
Nexstar Media Group
NXST
$5.65B
$18.1M 0.02%
179,362
-23,670
-12% -$2.54M
JBLU icon
844
JetBlue
JBLU
$1.81B
$18.1M 0.01%
976,408
+290,244
+42% +$5.19M
VYX icon
845
NCR Voyix
VYX
$1.21B
$18M 0.01%
943,317
+76,191
+9% +$1.42M
ENSG icon
846
The Ensign Group
ENSG
$10.1B
$18M 0.01%
337,491
-21,385
-6% -$1.07M
AEG icon
847
Aegon
AEG
$13.6B
$17.9M 0.01%
4,075,062
+788,912
+24% +$3.36M
CBT icon
848
Cabot Corp
CBT
$4.32B
$17.9M 0.01%
374,995
+32,471
+9% +$1.46M
TDS icon
849
Telephone and Data Systems
TDS
$3.87B
$17.9M 0.01%
588,147
-10,970
-2% -$343K
DHC
850
Diversified Healthcare Trust
DHC
$1.85B
$17.9M 0.01%
2,159,190
+807,840
+60% +$6.73M
32 33
34
35 36

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MCM
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Parametric Portfolio Associates's Q2 2019 Portfolio in Review

As of Q2 2019, Parametric Portfolio Associates held 4,088 positions worth $121B, up 4.6% from $116B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q2 2019 filing shows 164 new, 2,088 increased, 1,678 reduced and 134 closed positions. Its largest new stake was Dow Inc: 1,951,242 shares worth $96.2M. The largest sale was iShares Core S&P 500 ETF, an estimated $257M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 15% a quarter earlier, followed by Financials and Miscellaneous.

  • Parametric Portfolio Associates's largest Q2 2019 buy was Dow Inc: 1,951,242 shares worth $96.2M.
  • Parametric Portfolio Associates added most to iShares Russell 1000 Growth ETF in Q2 2019, an estimated $121M increase.
  • Parametric Portfolio Associates's biggest Q2 2019 reduction was iShares Core S&P 500 ETF, cutting an estimated $257M.
  • Parametric Portfolio Associates fully exited iShares iBoxx $ High Yield Corporate Bond ETF in Q2 2019, selling an estimated $36.1M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $121B portfolio in Q2 2019.
  • Parametric Portfolio Associates opened 164 new positions and closed 134 in Q2 2019.
  • Parametric Portfolio Associates's portfolio value rose 4.6% quarter-over-quarter to $121B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2019, filed 13 Aug 2019.